+13.9%
IEMG vs PNR
-31.2%
+45.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | +0.5% |
| 7D | -3.1% | +11.9% | -15.0% | -4.6% |
| 30D | -10.3% | +37.1% | -47.5% | -14.4% |
| 3M | -6.6% | +5.7% | -12.3% | -7.0% |
| 6M | -3.9% | -5.7% | +1.8% | -2.1% |
| YTD | +12.4% | -29.8% | +42.2% | +20.4% |
| 1Y | +13.9% | -31.8% | +45.7% | +22.7% |
| All | +13.9% | -31.2% | +45.1% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling